-21.4%
USAR vs WST
+8.1%
-29.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.1% | -9.5% | -9.6% |
| 7D | -9.1% | +1.4% | -10.4% | -9.1% |
| 30D | -36.9% | +12.7% | -49.7% | -37.2% |
| 3M | -58.4% | +17.2% | -75.6% | -58.6% |
| 6M | -70.6% | +26.7% | -97.3% | -70.8% |
| YTD | -33.4% | +50.3% | -83.7% | -34.2% |
| 1Y | -54.0% | +50.2% | -104.3% | -54.6% |
| 3Y | -22.7% | +21.7% | -44.4% | -22.8% |
| All | -21.4% | +8.1% | -29.4% | -21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling